| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
1,069.00 |
1,083.25 |
14.25 |
1.3% |
1,015.50 |
| High |
1,085.00 |
1,088.25 |
3.25 |
0.3% |
1,064.00 |
| Low |
1,068.75 |
1,076.25 |
7.50 |
0.7% |
1,015.50 |
| Close |
1,083.00 |
1,085.00 |
2.00 |
0.2% |
1,063.50 |
| Range |
16.25 |
12.00 |
-4.25 |
-26.2% |
48.50 |
| ATR |
15.03 |
14.81 |
-0.22 |
-1.4% |
0.00 |
| Volume |
2,127 |
3,334 |
1,207 |
56.7% |
8,215 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.25 |
1,114.00 |
1,091.50 |
|
| R3 |
1,107.25 |
1,102.00 |
1,088.25 |
|
| R2 |
1,095.25 |
1,095.25 |
1,087.25 |
|
| R1 |
1,090.00 |
1,090.00 |
1,086.00 |
1,092.50 |
| PP |
1,083.25 |
1,083.25 |
1,083.25 |
1,084.50 |
| S1 |
1,078.00 |
1,078.00 |
1,084.00 |
1,080.50 |
| S2 |
1,071.25 |
1,071.25 |
1,082.75 |
|
| S3 |
1,059.25 |
1,066.00 |
1,081.75 |
|
| S4 |
1,047.25 |
1,054.00 |
1,078.50 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.25 |
1,176.75 |
1,090.25 |
|
| R3 |
1,144.75 |
1,128.25 |
1,076.75 |
|
| R2 |
1,096.25 |
1,096.25 |
1,072.50 |
|
| R1 |
1,079.75 |
1,079.75 |
1,068.00 |
1,088.00 |
| PP |
1,047.75 |
1,047.75 |
1,047.75 |
1,051.75 |
| S1 |
1,031.25 |
1,031.25 |
1,059.00 |
1,039.50 |
| S2 |
999.25 |
999.25 |
1,054.50 |
|
| S3 |
950.75 |
982.75 |
1,050.25 |
|
| S4 |
902.25 |
934.25 |
1,036.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,088.25 |
1,054.25 |
34.00 |
3.1% |
11.50 |
1.1% |
90% |
True |
False |
1,759 |
| 10 |
1,088.25 |
1,007.25 |
81.00 |
7.5% |
13.25 |
1.2% |
96% |
True |
False |
1,757 |
| 20 |
1,088.25 |
1,007.25 |
81.00 |
7.5% |
15.25 |
1.4% |
96% |
True |
False |
1,296 |
| 40 |
1,088.25 |
984.25 |
104.00 |
9.6% |
14.25 |
1.3% |
97% |
True |
False |
667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.25 |
|
2.618 |
1,119.75 |
|
1.618 |
1,107.75 |
|
1.000 |
1,100.25 |
|
0.618 |
1,095.75 |
|
HIGH |
1,088.25 |
|
0.618 |
1,083.75 |
|
0.500 |
1,082.25 |
|
0.382 |
1,080.75 |
|
LOW |
1,076.25 |
|
0.618 |
1,068.75 |
|
1.000 |
1,064.25 |
|
1.618 |
1,056.75 |
|
2.618 |
1,044.75 |
|
4.250 |
1,025.25 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,084.00 |
1,081.25 |
| PP |
1,083.25 |
1,077.25 |
| S1 |
1,082.25 |
1,073.50 |
|